Whats the best Plugin

Hi my website is http://www.mortgageadviserni.co.uk I have to meet with general compliance standards in order to do this when someone clicks on a link to leave my site I need a pop up box to appear warning the user that they are about to leave my website and any content viewed will not be regulated by us. They should then be able to choose weather to leave my site or return to it.

Does anyone know of a plugin that would allow me to do this.